-35.3%
BABA vs TSEM
+79.9%
-115.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.7% | +13.7% | +5.6% |
| 7D | +4.3% | -23.1% | +27.4% | +6.4% |
| 30D | -5.0% | -40.4% | +35.4% | -1.2% |
| 3M | -18.4% | -37.9% | +19.5% | -15.8% |
| 6M | -20.3% | -30.8% | +10.5% | -19.3% |
| YTD | -27.5% | +26.7% | -54.2% | -28.5% |
| 1Y | -35.3% | +80.5% | -115.8% | -36.4% |
| All | -35.3% | +79.9% | -115.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling